Anic Equity¶

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Total return since start: 0.696 %¶

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Equity now: -----------------------------> 51815.33 Kr¶

Max Equity ever reached: ------------> 51912.9 Kr¶

Anic Portfolio¶

Today¶

Return: 9.02 %¶

This Week¶

Return: 9.02 %¶

Total¶

Return: 69.626 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.270000 3348.000000 169.400000 5.330000 3178.600002
HMS Networks 2 0.510000 784.000000 111.000000 16.490000 673.000000
HEBA B 70 -3.110000 2723.000000 87.000000 3.300000 2636.000010
Nordea Bank Abp 29 0.660000 3538.000000 84.000000 2.430000 3453.999992
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
SAAB B 8 0.020000 3420.800000 43.800000 1.300000 3377.000000
AcadeMedia 12 2.320000 592.800000 35.800000 6.430000 557.000004
Resurs Holding 22 -0.500000 606.980000 32.980000 5.750000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -5.900000 384.300000 29.300000 8.250000 355.000000
Swedbank A 3 0.480000 592.200000 28.200000 5.000000 564.000000
OEM International B 7 0.640000 550.900000 22.900000 4.340000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.360000 577.500000 15.500000 2.760000 562.000005
Intrum 4 -1.130000 541.800000 14.800000 2.810000 527.000000
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
Norva24 Group 16 -0.860000 555.200000 12.200000 2.250000 543.000000
Securitas B 6 -1.450000 579.480000 9.480000 1.660000 570.000000
Corem Property Group B 59 -4.660000 584.980000 7.980000 1.380000 576.999999
Midsona B 63 3.880000 589.680000 6.680000 1.150000 582.999984
Karnov Group 9 -0.830000 540.900000 4.900000 0.910000 536.000004
Creaspac SPAC 6 -0.210000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -3.360000 248.400000 2.400000 0.980000 246.000000
Coor Service Management Hold. 8 -1.920000 530.400000 -1.600000 -0.300000 532.000000
Handelsbanken A 5 0.510000 543.000000 -3.000000 -0.550000 546.000000
Beijer Electronics Group 27 6.540000 3078.000000 -4.800000 -0.160000 3082.800006
Fasadgruppen Group 38 3.040000 4126.800000 -13.000000 -0.310000 4139.799990
Boozt 12 -2.010000 1636.800000 -17.200000 -1.040000 1653.999996
Sampo Oyj SDB 7 1.300000 3829.000000 -21.000000 -0.550000 3850.000000
CTEK 13 0.310000 511.160000 -22.840000 -4.280000 533.999999
International Petroleum Corp. 5 -0.780000 569.500000 -25.070000 -4.220000 594.565215
Essity B 2 2.660000 548.600000 -25.400000 -4.430000 574.000000
Essity A 4 2.790000 1104.000000 -45.000000 -3.920000 1149.000000
Vivesto 1368 0.790000 558.420000 -54.580000 -8.900000 612.999432
OX2 22 0.440000 1774.300000 -213.900000 -10.760000 1988.199994
Axfood 15 1.760000 4071.000000 -227.800000 -5.300000 4298.800005
Ovzon 64 -0.190000 3417.600000 -576.800000 -14.440000 3994.400000
TOTAL 48607.700000 -472.470000 -0.19028% 49080.164634

Updated:¶

'2023-01-30 16:34:07.814091'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶